Maximum likelihood estimation for multivariate normal distribution with monotone sample

DOI10.1080/03610929208830763zbMATH Open0800.62279OpenAlexW2117501026MaRDI QIDQ3135565FDOQ3135565

Authors K. G. Jinadasa, Derrick Shannon Tracy 

Publication date 11 October 1993

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929208830763

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites work

• scientific article; zbMATH DE number 4088699 (Why is no real title available?)
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics

Cited in

(23)

• Multivariate normality test based on kurtosis with two-step monotone missing data
• A note on the maximum likelihood estimators for multivariate normal distribution with monotone data
• Finite-sample inference with monotone incomplete multivariate normal data. I.
• Estimation of a multivariate normal covariance matrix with staircase pattern data
• On the use of the selection matrix in the maximum likelihood estimation of normal distribution models with missing data
• Finite-sample inference with monotone incomplete multivariate normal data. II
• Multivariate regression with consecutively added dependent variables
• The Stein phenomenon for monotone incomplete multivariate normal data
• Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data
• Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s T²-statistic
• Efficient ML estimation of the multivariate normal distribution from incomplete data
• Inferences on a normal covariance matrix and generalized variance with monotone missing data
• Errors in discrimination with monotone missing data from multivariate normal populations
• On the likelihood ratio test for the equality of multivariate normal populations with two-step monotone missing data
• Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample
• The maximum likelihood estimators in a multivariate normal distribution with \(AR(1)\) covariance structure for monotone data
• Effect of nonnormality on tests for a mean vector with missing data under an elliptically contoured pattern-mixture model
• Bias correction for \(T^2\) type statistic with two-step monotone missing data
• Statistical inference for location and scale of elliptically contoured models with monotone missing data
• Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables
• Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
• Testing equality of mean vectors in a one-way MANOVA with monotone missing data
• Improved simplified T² test statistics for a mean vector with monotone missing data

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